Jumps and stochastic volatility in crude oil prices and advances in average option pricing (Q4554251): Difference between revisions

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+Algorithm 644
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+Some recent developments in stochastic volatility modelling
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+The Characteristic Function of a Conditional Statistic
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+Seasonal and stochastic effects in commodity forward curves
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+An improved convolution algorithm for discretely sampled Asian options
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+Valuing Asian and Portfolio Options by Conditioning on the Geometric Mean Price
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Variance Reduction for Asian Options under a General Model Framework*
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Asian and Australian options: a common perspective
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+Two singular diffusion problems
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+Pricing Asian options with stochastic volatility
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+Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models
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+General Optimized Lower and Upper Bounds for Discrete and Continuous Arithmetic Asian Options
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+Option pricing, maturity randomization and distributed computing
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+Q5506191
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+Changes of numéraire, changes of probability measure and option pricing
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+Q4433608
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Pricing of geometric Asian options under Heston's stochastic volatility model
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+TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS
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+On a measure of lack of fit in time series models
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+The value of an Asian option
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+Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation
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+Geometric Asian options: valuation and calibration with stochastic volatility
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+Pricing average options under time-changed Lévy processes
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